{ "schema_version": "1.0", "run_id": "RUN-ANA-WUJI-V1-STRICT-NOTE-FULL-RERUN-20260614-001", "stage": "STRICT_NOTE_FULL_RERUN_STRICT_BUY_POOL_REBUILT_EXECUTION_PREP_READY", "source_note": "ana-doc/wuji/profile/source_note/笔记精简版.md", "source_runs": { "old_full_run": "RUN-ANA-WUJI-FULL-2023-2026-20260608-001", "old_v1_sell_rolling_run": "RUN-ANA-WUJI-STRICT-SELL-ROLLING-REPAIR-20260609-001" }, "data_window": { "pull_daily_start": "2022-10-01", "minute_replay_entry_start": "2023-03-24", "minute_replay_entry_end": "2026-04-20", "calendar_start": "2022-10-01", "calendar_end": "2026-04-20" }, "data_sources": { "daily_price_table": "tianxia.a_share_daily_price", "market_breadth_table": "tianxia.ts_market_breadth_daily_cache", "calendar_table": "tianxia.a_share_trading_calendar", "price_adjustment": "source_table_as_is", "limitup_price_source": "high_price / prev_close - 1", "volume_source": "volume", "amount_source": "amount" }, "strict_buy_rules": { "prior_limitup_window_trading_days": 30, "prior_limitup_excludes_signal_day": true, "limitup_tolerance_rate": 0.0005, "limitup_rates": { "MAINBOARD_DEFAULT": 0.1, "STAR_688_SH": 0.2, "CHINEXT_300_301_SZ": 0.2, "BEIJING_BJ": 0.3 }, "volume_ratio_prev5_min": 2.0, "volume_history_required_trading_days": 5, "pullback_from_latest_prior_limitup_close_pct_max": -3.0, "upper_shadow_pct_proxy_min": 3.0, "upper_shadow_range_ratio_proxy_min": 0.4, "prev_high_window_trading_days": 60, "prev_high_min_history_trading_days": 20, "prev_high_ref_policy": "FIRST_PREVIOUS_HIGH_IN_60D_WINDOW", "prev_high_volume_filter": "if signal high touches previous 60-day high, signal volume must exceed reference high-day volume", "market_gate_policy": "SIGNAL_DAY_UP_3000", "market_gate_up_count_min": 3000, "selection_top_n_per_entry_date": 5, "sort_policy": "upper_shadow_pct desc -> volume_ratio desc -> amount desc -> symbol asc" }, "manual_review_boundary": { "bottom_support_strength": "SUPPORT_REVIEW_REQUIRED", "buy_point_confirmation": "MANUAL_OR_AI_MANUAL_REVIEW_REQUIRED", "strict_sell_trend_rolling_actions": "EXTERNAL_MANUAL_DECISION_SOURCE_REQUIRED" }, "citation_boundary": [ "This package rebuilds the strict BUY candidate pool only; it is not a completed V1 performance rerun.", "Do not cite success rate, return, win rate, drawdown, or strategy effectiveness from this package.", "Old V1 readouts remain down-read as based on the upstream wide/proxy BUY pool until strict replay passes review." ], "generated_at": "2026-06-14T03:26:58+08:00" }